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鈴木研究室
Showing the original Japanese · View translation
金融の問題に、確率解析で数理の枠組みを与える研究室。
AboutAbout the lab
ランダムな現象の微分積分で、金融の問題を解き明かす。
鈴木研究室は、
金融市場の
特に、
大学の
Key terms
- 確率解析
- ランダムな
現象を 扱う 「微分積分学」。 ブラウン 運動などを 数学的に 扱う - マリアヴァン解析
- 確率解析の
理論の 一つ。 この 研究室では、 ジャンプを 含む確率過程に 使っている - 金利の
期間構造 - お金を
貸し借りする 期間の 長さに よって、 金利が どう 違うかを 表した もの
ResearchResearch themes
この
MembersFaculty
- Associate Professor鈴木 良一
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